-99.2%
NVD vs SEI
+545.6%
-644.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +16.3% | -12.4% | +10.1% |
| 7D | -7.7% | +28.8% | -36.5% | +2.1% |
| 30D | -5.8% | +10.4% | -16.1% | -1.0% |
| 3M | -23.2% | -11.4% | -11.8% | -22.7% |
| 6M | -49.7% | +31.2% | -80.9% | -39.4% |
| YTD | -47.7% | +39.7% | -87.4% | -33.3% |
| 1Y | -61.3% | +149.0% | -210.3% | -35.5% |
| 3Y | -99.2% | +560.2% | -659.4% | -98.2% |
| All | -99.2% | +545.6% | -644.8% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling